Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 0.602596 0.677835 0.762648 0.866120 0.990024 1.135012 1.319580
2024-12-22 0.531866 0.629344 0.747470 0.903699 1.108864 1.375055 1.757019
2024-12-29 0.475566 0.584380 0.723702 0.920099 1.198424 1.593371 2.226230
2025-01-05 0.431478 0.546635 0.700887 0.930398 1.278146 1.813863 2.769405
2025-01-12 0.391636 0.508429 0.670703 0.923251 1.328519 2.000375 3.326091
2025-01-19 0.349737 0.462169 0.622637 0.880929 1.314122 2.075386 3.709382
2025-01-26 0.328387 0.442537 0.610404 0.891126 1.386707 2.320670 4.549276
2025-02-02 0.310634 0.426095 0.600589 0.902956 1.463513 2.595451 5.611967
2025-02-09 0.290816 0.404547 0.580213 0.893526 1.498445 2.794409 6.610529
2025-02-16 0.276479 0.390056 0.569394 0.898869 1.562635 3.078478 8.079628
2025-02-23 0.256729 0.365469 0.539619 0.865797 1.541718 3.153935 8.923595
2025-03-02 0.237523 0.340439 0.507047 0.823746 1.494542 3.150523 9.485763
2025-03-09 0.229457 0.333273 0.504923 0.840911 1.584635 3.555971 12.278494
2025-03-16 0.224868 0.331362 0.511560 0.875988 1.724246 4.170265 17.221001
2025-03-23 0.217629 0.324435 0.508573 0.891079 1.819784 4.702024 23.092904
2025-03-30 0.210216 0.316655 0.503279 0.900550 1.903767 5.246149 31.013717
2025-04-06 0.201299 0.305673 0.491096 0.893486 1.942153 5.647154 39.538423
2025-04-13 0.188982 0.288046 0.465119 0.852889 1.878715 5.607924 42.882710
2025-04-20 0.183612 0.282379 0.461535 0.862558 1.963105 6.260879 60.921069
2025-04-27 0.178788 0.277373 0.458797 0.873816 2.055771 7.030587 91.284703
2025-05-04 0.172106 0.268626 0.448040 0.864772 2.083382 7.503347 124.098044
2025-05-11 0.167346 0.263121 0.443340 0.869860 2.158871 8.313381 196.851489
2025-05-18 0.159232 0.251046 0.424598 0.838232 2.103987 8.315996 230.397394